+421.5%
CARR vs VRSK
+35.8%
+385.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.8% | -5.2% | +1.4% | -2.6% |
| 30D | -8.9% | -2.3% | -6.6% | -8.6% |
| 3M | -17.3% | -2.9% | -14.4% | -17.5% |
| 6M | -1.4% | -12.8% | +11.4% | +1.0% |
| YTD | +10.0% | -20.8% | +30.8% | +16.0% |
| 1Y | -6.4% | -33.2% | +26.9% | +4.9% |
| 3Y | +1.5% | -26.6% | +28.1% | +7.9% |
| 5Y | +9.3% | -11.3% | +20.6% | +4.6% |
| All | +421.5% | +35.8% | +385.7% | +383.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling